Historical Volatility (Close-to-Close) (90-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Northrop Grumman Corporation (NOC) had 90-Day Historical Volatility (Close-to-Close) of 0.3478 for 2020-07-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2020-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3478
Historical Volatility (Parkinson)	0.2864
Implied Volatility (Calls)	0.3185
Implied Volatility (Puts)	0.3332
Implied Volatility (Mean)	0.3258
Put-Call Implied Volatility Ratio	1.0462
Implied Volatility Skew	0.0653
Option Statistics
Put-Call Ratio (Volume)	0.0381
Put-Call Ratio (Open Interest)	1.1377
Forward Price	308.71
Call Breakeven Price	351.58
Put Breakeven Price	270.06
Option Breakeven Price	308.20

Data from Quantcha